+378.2%
CCJ vs CNH
+46.6%
+331.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.9% | -5.2% | +1.5% |
| 7D | +2.7% | +8.6% | -5.8% | -0.5% |
| 30D | -14.4% | +12.6% | -27.0% | -18.5% |
| 3M | -22.6% | +17.5% | -40.1% | -28.4% |
| 6M | -35.4% | +18.1% | -53.5% | -40.8% |
| YTD | -17.6% | +40.4% | -58.0% | -29.9% |
| 1Y | -18.1% | +34.0% | -52.1% | -29.3% |
| 3Y | +79.6% | +35.3% | +44.3% | +47.6% |
| 5Y | +175.3% | -5.1% | +180.4% | +158.1% |
| 10Y | +844.8% | +124.0% | +720.8% | +504.9% |
| All | +378.2% | +46.6% | +331.6% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling